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- Tue Apr 03, 2012 6:49 am
- Forum: Programming
- Topic: Forecasting with Loops
- Replies: 2
- Views: 5907
Forecasting with Loops
Dear people on this Forum, My issue is that of an event study, we need to estimate a simple model (Return = c + b*Marketreturn) for a period which is 170 days to 71 before a certain event. With the then estimated parameters we need to forecast the return from 10 days before the event to 10 days afte...